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Pregled bibliografske jedinice broj: 957475

Time-Series Analysis Of The Most Common Cryptocurrencies


Sajter, Domagoj
Time-Series Analysis Of The Most Common Cryptocurrencies // Ekonomska misao i praksa : časopis Sveučilista u Dubrovniku, 2019 (2018), 1; 267-282 (međunarodna recenzija, članak, znanstveni)


CROSBI ID: 957475 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Time-Series Analysis Of The Most Common Cryptocurrencies

Autori
Sajter, Domagoj

Izvornik
Ekonomska misao i praksa : časopis Sveučilista u Dubrovniku (1330-1039) 2019 (2018), 1; 267-282

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
blockchain, cryptocurrencies, time-series, financial markets

Sažetak
This paper aims to gain and improve understanding of the three most common cryptocurrencies (Bitcoin, Ethereum and Ripple) by applying standard econometric tools upon their time-series data. Cryptocurrencies’ returns are compared to six major stock indices: two American (S&P500 and Russell 2000), one European (Stoxx 600), one Japanese (Nikkei 225), one Chinese (Hong Kong Hang Seng) and a global index (S&P Global 1200). The findings indicate that observed cryptocurrencies could be regarded as a new asset class, a fully digital, sui-generis financial instruments, as they are not coherently connected to the stock market. However, allocating capital into cryptocurrencies remains in the domain of pure speculation due to their strong volatility. Paper was presented at 2nd International Conference "Smart Ideas and a New Concept of Economic Regeneration in Europe - SINCERE", Dubrovnik, Croatia, 25th - 27th October 2018.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Ustanove
Ekonomski fakultet, Osijek

Profili:

Avatar Url Domagoj Sajter (autor)

Citiraj ovu publikaciju

Sajter, Domagoj
Time-Series Analysis Of The Most Common Cryptocurrencies // Ekonomska misao i praksa : časopis Sveučilista u Dubrovniku, 2019 (2018), 1; 267-282 (međunarodna recenzija, članak, znanstveni)
Sajter, D. (2018) Time-Series Analysis Of The Most Common Cryptocurrencies. Ekonomska misao i praksa : časopis Sveučilista u Dubrovniku, 2019 (1), 267-282.
@article{article, author = {Sajter, D.}, year = {2018}, pages = {267-282}, keywords = {blockchain, cryptocurrencies, time-series, financial markets}, journal = {Ekonomska misao i praksa : \v{c}asopis Sveu\v{c}ilista u Dubrovniku}, volume = {2019}, number = {1}, issn = {1330-1039}, title = {Time-Series Analysis Of The Most Common Cryptocurrencies}, keyword = {blockchain, cryptocurrencies, time-series, financial markets} }

Časopis indeksira:


  • Web of Science Core Collection (WoSCC)
    • Emerging Sources Citation Index (ESCI)
  • EconLit


Uključenost u ostale bibliografske baze podataka:


  • CAB Abstracts
  • EconLit
  • Journal of Economic Literature
  • WoS ESCI
  • DOAJ
  • EBSCO
  • Econbiz
  • ROAD
  • ZBW





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